V-Lab
PowerBank Corp GJR-GARCH Volatility Analysis
Volatility prediction for Monday, August 24th, 2026
1 Day
66.81%
decreased by 2.44%
1 Week
76.97%
increased by 7.72%
1 Month
97.17%
increased by 27.92%
Analysis last updated: Friday, August 21, 2026 at 10:03 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Apr 8, 2024 to Aug 21, 2026Model Insight
This asset shows a rare inverse leverage effect: positive returns raise next-day volatility 154% more than negative returns. Volatility rises more after gains than after losses, the reverse of the usual leverage effect and uncommon among risky assets.
σ
GJR-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 4.6009 | 6.41*** |
α ARCH Response to squared shocks | 0.3356 | 5.72*** |
β GARCH Volatility persistence | 0.6840 | 20.00*** |
γ leverage Additional response to negative shocks | -0.2036 | -3.58*** |
Persistence:
0.918
Half-life:
8 days
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